A personal favourite of mine is Eric Hobsbawm's 'The Age of Extremes'. Which is a history of Europe from 1914-1991. Also, though I've never read it, he has also written 'Age of Empire', which deals with Europe from 1875-1914, but I'm sure its equally good.

If you're not aware of Hobsbawm he is a true legend in the historical world, and still writing books and teaching in London in his 90's right now! Though he does approach things from a definitively leftist standpoint, so be aware of that if you read anything by him.